1 Answer
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Choose the soft round brush (it's the first one in the brush drop down menu at the top left) and choose something like 30% opacity, then just shift, click and drag the brush along each edge at a time, making sure that only the a small part of the brush is touching the canvas. That's how I do it, anyway.

Unless you have a RAW photo to edit and then you can just choose the effects tab and play around with the sliders under 'Post Crop Vignetting' until you get the desired effect.

Oh, or you could choose the gradient tool, choose black as your colour and select the second option on the drop down menu of gradient styles (at the top left) and make sure it's on linear gradient. Then you shift, click and drag away from the edge to the centre of the canvas as far in as you want the darkened effect - you could also play with the opacity here as well to get a softer look.